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Problems at the Applied Mathematics-Statistics Interface

Problems at the Applied Mathematics-Statistics Interface

Objective

Applied mathematics is concerned with developing models with predictive capability, and with probing those models to obtain qualitative and quantitative insight into the phenomena being modelled. Statistics is data-driven and is aimed at the development of methodologies to optimize the information derived from data. The increasing complexity of phenomena that scientists and engineers wish to model, together with our increased ability to gather, store and interrogate data, mean that the subjects of applied mathematics and statistics are increasingly required to work in conjunction. This research proposal is concerned with a research program at the interface between these two disciplines, aimed at problems in differential equations where profusion of data and the sophisticated model combine to produce the mathematical problem of obtaining information from a probability measure on function space. Applications are far-reaching and include the atmospheric sciences, geophysics, chemistry, econometrics and signal processing. The objectives of the research are: (i) to create the systematic foundations for a range of problems at the applied mathematics and statistics interface which share the common mathematical structure underpinning the range of applications described above; (ii) to exploit this common mathematical structure to design effecient algorithms to sample probability measures on function space; (iii) to apply these algorithms to attack a range of significant problems arising in molecular dynamics and in the atmospheric sciences.
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Principal Investigator

Andrew Stuart (Prof.)

Host institution

THE UNIVERSITY OF WARWICK

Address

Kirby Corner Road - University House
Cv4 8uw Coventry

United Kingdom

Activity type

Higher or Secondary Education Establishments

EU Contribution

€ 1 693 501

Principal Investigator

Andrew Stuart (Prof.)

Administrative Contact

Peter Hedges (Dr.)

Beneficiaries (1)

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THE UNIVERSITY OF WARWICK

United Kingdom

EU Contribution

€ 1 693 501

Project information

Grant agreement ID: 226488

Status

Closed project

  • Start date

    1 December 2008

  • End date

    30 November 2014

Funded under:

FP7-IDEAS-ERC

  • Overall budget:

    € 1 693 501

  • EU contribution

    € 1 693 501

Hosted by:

THE UNIVERSITY OF WARWICK

United Kingdom